Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/06/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 780,776 CHF | 261,259 CHF | 99.23% | 99.23% |
12/06/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 766,563 CHF | 256,521 CHF | 99.24% | 99.24% |
11/06/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 765,312 CHF | 256,104 CHF | 98.91% | 98.91% |
10/06/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 756,013 CHF | 253,004 CHF | 99.24% | 99.24% |
07/06/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 741,118 CHF | 248,039 CHF | 98.36% | 98.36% |
05/06/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 724,159 CHF | 242,386 CHF | 99.00% | 99.00% |
04/06/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 728,351 CHF | 243,784 CHF | 98.11% | 98.11% |
03/06/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 752,701 CHF | 251,900 CHF | 92.81% | 92.81% |
31/05/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 766,619 CHF | 256,540 CHF | 91.53% | 91.53% |
30/05/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 779,460 CHF | 260,820 CHF | 98.79% | 98.79% |